SCPAX - SEI Institutional Investments Trust Large Cap Disciplined Equity Fund Class A

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating★★★
Number of Years Up14
Number of Years Down2
Best 1 Yr Total Return (Feb. 3, 2019)32.79%
Worst 1 Yr Total Return (Feb. 3, 2019)-41.98%

Risk Statistics

3 Years
SCPAXCategory Average
5 Years
SCPAXCategory Average
10 Years
SCPAXCategory Average
Alpha
-3.79-0.02
-2.58-0.02
-1.53-0.02
Beta
1.040.01
1.020.01
1.030.01
Mean Annual Return
0.650.01
0.680.01
1.020.01
R-squared
99.140.96
99.130.95
99.20.95
Standard Deviation
17.620.17
15.20.15
14.010.14
Sharpe Ratio
0.340
0.460
0.820.01
Treynor Ratio
4.50.06
5.940.07
10.860.11